+14.6%
QCOM vs URI
+199.0%
-184.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.9% | -3.2% | +0.6% |
| 7D | +5.8% | -4.0% | +9.8% | +7.7% |
| 30D | -2.3% | +6.8% | -9.1% | -5.1% |
| 3M | +2.7% | -2.8% | +5.5% | +3.7% |
| 6M | -21.0% | +20.9% | -41.9% | -28.0% |
| YTD | +1.8% | +40.2% | -38.4% | -16.3% |
| 1Y | +2.4% | +34.1% | -31.7% | -13.9% |
| 3Y | +52.1% | +164.1% | -112.0% | -14.4% |
| 5Y | +14.6% | +199.3% | -184.7% | -44.0% |
| All | +14.6% | +199.0% | -184.3% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling